Know Your PMS · Monthly tearsheet
Edelweiss Event Arbitrage Portfolio Approach
Month-end SEBI-filed returns only. No daily or weekly views. Stated benchmarks appear as labels; relative metrics show when present on the strategy payload.
As of Sep_202668 months filedBM: NIFTY50TRIBM: BenchmarkBM: NIFTY50HYBRID50-50BM: Nifty 50 Hybrid Composite Debt 50:50 Index
CAGR
6.07%
Total return
39.62%
Max drawdown
-10.27%
Sharpe
1.20
Sortino
1.07
Calmar
0.59
Win months
72.06%
Best / worst month
3.6% / -3.8%
Monthly returns
Calendar heatmap · filed months only
Strategy Monthly Returns Data table
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2026 | 0.12% | -1.30% | -3.05% | 3.57% | 0.42% | 2.16% | 3.29% | 2.68% | -1.12% | – | – | – | 6.75% |
2025 | -3.80% | -3.41% | 0.74% | 1.39% | 0.97% | 2.23% | -0.55% | -2.34% | 0.52% | 1.36% | 1.56% | 1.48% | -0.09% |
2024 | 0.50% | 0.34% | -0.11% | 0.66% | 0.69% | 2.94% | 3.32% | 3.57% | -0.54% | -1.56% | -0.12% | -1.25% | 8.60% |
2023 | 0.38% | 0.89% | 0.61% | 0.44% | 0.71% | 0.66% | 1.70% | 0.97% | 1.09% | -0.33% | 0.61% | 0.84% | 8.90% |
2022 | 0.40% | -0.36% | 0.56% | 0.60% | -0.15% | -0.63% | 1.44% | 1.16% | 0.12% | 1.23% | 0.45% | -0.96% | 3.90% |
2021 | – | 2.36% | -0.89% | 0.44% | 0.41% | 0.87% | 1.16% | 0.34% | 0.55% | 0.56% | -0.25% | 0.83% | 6.53% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Sep_2024 | Feb_2025 | Jul_2026 | 10.27% | 22 mo |
| Sep_2026 | Sep_2026 | Ongoing | 1.12% | 1 mo · open |
| Dec_2022 | Dec_2022 | Feb_2023 | 0.96% | 2 mo |
| Mar_2021 | Mar_2021 | Jun_2021 | 0.89% | 3 mo |
| May_2022 | Jun_2022 | Jul_2022 | 0.78% | 2 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
9 mo
Longest loss streak
6 mo
Ann. volatility
5.01%
Downside deviation
5.67%